%dXt = sigma(t)dt 
%sigma(t)=BM
clear all
% index J for X
betaK=15; betas=[zeros(1,betaK);eye(betaK)];
% time T
T = 1/2;
% time mesh 
num=50; tspan = linspace(0,T,num+1);
%sigma
s=wihandle;
%options = odeset('AbsTol',1e-12,'RelTol',1e-6);
options = [];
row=size(betas,1); X0=zeros(row,1); 
% solver of X
disp('solving X')
tic
[time,X] = ode45(@randucbmdt,tspan,X0,options,T,betaK,s);
toc
varitest(time,X.*X,T,'uncorrelated','oudt',num)